Anastassios A. Drakos

Financial liberalization, exchange rates and stock prices: Exogenous shocks in four Latin America countries

Panayiotis F. Diamandis, Anastassios A. Drakos · Journal of Policy Modeling · 2010 · 89 citations

Economics, Financial Economics, International Finance +8

Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR

Anastassios A. Drakos · International Review of Economics & Finance · 2015 · 82 citations

Bank Ownership, Financial System, Financial Segments +7

Ownership, interest rates and bank risk-taking in Central and Eastern European countries

Anastassios A. Drakos, Chris Tsoumas · International Review of Financial Analysis · 2014 · 64 citations

Bank Risk-taking, Monetary Policy, Economics +10

Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model

Anastassios A. Drakos, Leonidas Zarangas · International Journal of Finance & Economics · 2010 · 37 citations

Volatility Modeling, Engineering, Time Series Econometrics +18

Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets

Panayiotis F. Diamandis, Anastassios A. Drakos, Leonidas Zarangas · International Review of Financial Analysis · 2011 · 34 citations

Empirical Finance, Market Microstructure, Financial Economics +9